My rosemary's in a pot and stays out all winter along with mint, marjoram, thyme, chives, garlic chives, sage, lemon balm and parsley.
Parsley's a biennial and best sown one year to produce the following year and does grow again after being buried in snow. I've found it's less likely to bolt if sown the year before.
Some herbs are best planted as annuals, basil and corriander spring to mind.
Not sure about the curry plant but your clematis should be ok in a sheltered spot, out of the wind and where it's less likely to be covered in snow, put the pot near to the house where it will be slightly warmer and don't let the pot get water logged. Depending on the variety it will become dormant in the winter so will not need to take up as much water and a water loggged pot is more likely to freeze, damaging the roots, causing the plant to die.